A professional quantitative stock selection system for Openclaw Skills based on Fama-French multi-factor models and technical indicators.
Install & Download
1. ClawHub CLI
The fastest way to install a skill directly from the registry.
npx clawhub@latest install factor-investment
2. Manual Installation
Copy the skill folder to one of these locations
~/.openclaw/skills/ <project>/skills/ Priority: Workspace > Local > Bundled
3. Prompt Installation
Copy this prompt to OpenClaw to install it automatically.
Help me install factor-investment using Clawhub. If Clawhub is not installed, install it first (npm i -g clawhub).
Prefer to download?
Get the raw skill files in a ZIP archive.
What is Factor Investment Quantitative System?
This skill implements a sophisticated quantitative trading framework for Openclaw Skills, inspired by the professional methodology in Factor Investment: Methods and Practices. It bridges the gap between academic Fama-French 5-factor models—incorporating Market, Size, Value, Profitability, and Investment factors—and practical technical analysis. By combining these metrics with an automated scoring engine, it provides a disciplined, data-driven approach to stock selection and portfolio management.
The system is designed to handle the entire trading lifecycle, from pre-market call auction analysis to real-time intraday monitoring and post-market portfolio reviews. It translates complex financial theories into actionable signals, helping users navigate market volatility with a structured factor-based strategy.
Factor Investment Quantitative System Use Cases
- Identifying high-potential stocks during the opening call auction period based on volume and price momentum.
- Automating daily market reviews by generating comprehensive Word or PDF reports on portfolio performance.
- Monitoring real-time technical health using RSI and moving average deviation to trigger exit or entry alerts.
- Managing portfolio risk through systematic position sizing and trailing stop-loss rules.
How Factor Investment Quantitative System Works
- The system analyzes opening call auction data to calculate the Opening Call Volume Ratio (OCVP) and initial price changes.
- It applies a five-condition technical filter, checking for bullish moving average alignment and volume confirmation.
- A multi-factor scoring algorithm evaluates each stock on a 10-point scale, categorizing them from Strong Buy to Wait.
- During trading hours, the skill monitors dynamic factors like RSI health zones and price-to-MA deviation.
- Post-market, it synthesizes holding data and daily PnL into a structured report for strategy refinement.
Factor Investment Quantitative System Setup
To integrate this quantitative system into your Openclaw Skills environment, follow these steps:
# Install the factor investment skill
openclaw install factor-investment
# Initialize your stock pool and risk parameters
openclaw configure factor-investment --init
Ensure you have your market data API keys configured to allow the skill to fetch real-time factor data.
Factor Investment Quantitative System Data Schema & Taxonomy
The skill organizes its quantitative data into several key structures to ensure clarity and actionable insights:
| Data Component | Indicators Included | Purpose |
|---|---|---|
| Fama-French Factors | MKT, SMB, HML, RMW, CMA | Long-term value and risk assessment |
| Technical Factors | MA5, MA10, MA20, MA60, RSI | Trend and momentum confirmation |
| Scoring Metadata | Alignment, Breakouts, Volume, Bias | Ranking and recommendation engine |
| Portfolio Schema | Cost, Position Size, Factor Score | Risk management and holding tracking |
| Export Formats | PDF, Word | Professional reporting and auditing |
Factor Investment Quantitative System Advanced Features
- High-frequency volume analysis (OCVP) to detect institutional activity during the call auction.
- Dynamic trailing stop-loss logic that triggers when profits retreat 5% from their peak.
- Advanced bias (deviation) monitoring to prevent buying into overextended trends.
- Multi-format report generation for automated end-of-day workflow within Openclaw Skills.
SKILL.md
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